Faithfulness and causal discovery

Causal discovery refers to the process of inferring an underlying causal graph from data. To do this, we need to make an assumption called "faithfulness". From Shalizi's book: The joint distribution has all of the conditional independence relations implied by the causal Markov property, and only those conditional independence relations. The point of the faithfulness…

Unmeasured confounder bias

Today we take a look at the classic linear regression model and observe the well-known phenomenon that regression coefficient estimates can be biased if relevant "confounding" variables are not included in the regression. We will revisit this leading example many times during the course of the semester, both to reinforce ideas and to critique the…

Final write-ups due date

Please turn in your final write-ups by noon this Friday, May 4th. Thanks to everyone for a great semester.

Final presentations

Here is a list of possible papers that one can present for the final presentation. Groups of 2 to 3 people are allowed. Presentations should be approximately 20 minutes long. We will have presentations on the 18th, 23rd and 25th (the final three days of class). Treatment effect estimation with imperfect instruments Rules for determining…

direct regression adjustment vs IPW

In class tonight we examined and R script which generates some "observational" data with confounding and compares inverse probability weighting to direct regression adjustment for the purpose of estimating the average treatment effect. More concretely, we want to compare two estimators that are based on the following representations of the average treatment effect: $latex \tau…

Papers to read

Rosenbaum and Rubin. Please read this for class next Monday. Also, here are several papers about vitamin D, which we discussed in class this evening. A call to public health authorities Men's Journal article. (Read the comment section.) Obesity and vitamin D Fracture risk and vitamin D Meta-analysis of vitamin D's effect on mortality

New Causal Midterm

I have substantially revised the midterm and changed the due date. Below are the relevant links. Please reach out to me as early as possible with questions. I will be in the office until 4pm today to take questions. The new format is more straightforward I think (not easier, per se). Causal inference midterm Midterm…

Miscellaneous

In class yesterday we reviewed a few key concepts, which I'm going to revisit here for posterity. Also, here is a link to a nice monograph on regression discontinuity designs (RDD). Please read chapters 1 and 2 before class tomorrow (a total length of 17 pages). The first agenda item is to consider in more…

Instrumental variables

Links! Notes on IV. R demonstration script. The past three class sessions we (by which I mean "I") have fumbled around trying to describe instrumental variables --- the basic strategy, the details of how and when this strategy will work, and some basic formal derivations. I've finally settled on a presentation that I like reasonably…

Putting graphs on a blog is hard

This is a test: I actually think that looks pretty good, but it wasn't especially convenient...thanks for being patient while I sort this out.